Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for June S & P 500(CME) as of Mar 31, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   31 34 34 34 34 34 34 34 34 34 35
Closed Higher   14 21 16 22 24 25 21 22 23 23 23
Exceeded High   13 15 15 18 23 24 19 19 19 21 16
Scenario Percentage   93% 71% 94% 82% 96% 96% 90% 86% 83% 91% 70%
Avg Max Increase   4.12% 5.38% 5.91% 6.86% 5.26% 5.57% 5.94% 5.04% 6.34% 4.46% 2.31%
Max Increase   9.67% 19.35% 16.77% 13.74% 13.76% 12.67% 13.16% 10.75% 16.88% 11.80% 5.69%
Avg Days To Max Increase   19 15 18 21 18 17 18 17 18 10 7
Avg Max Decline   -1.79% -1.89% -2.21% -1.12% -1.76% -1.77% -1.17% -1.19% -1.71% -1.37% -0.33%
Max Decline   -5.57% -9.01% -9.21% -5.77% -5.55% -6.34% -5.18% -6.03% -5.91% -4.79% -1.32%
Avg Days to Max Decline   9 10 7 9 14 7 6 5 9 5 1
2017 Contract Condition   Yes Yes     Yes Yes Yes Yes Yes    
Action   Yes No     Yes Yes Yes Yes Not Yet    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   31 34 34 34 34 34 34 34 34 34 35
Closed Lower   17 13 18 11 10 9 13 12 11 11 11
Penetrated Low   13 9 11 5 6 5 12 7 7 5 6
Scenario Percentage   76% 69% 61% 45% 60% 56% 92% 58% 64% 45% 55%
Avg Max Decline   8.04% 7.89% 12.10% 9.48% 5.13% 10.41% 5.80% 7.36% 3.31% 4.98% 4.44%
Max Decline   21.10% 15.32% 42.85% 23.85% 15.58% 14.67% 19.01% 13.27% 4.41% 9.42% 8.38%
Avg Days To Max Decline   16 15 17 17 11 18 15 15 10 9 9
Avg Max Increase   -1.97% -3.39% -2.53% -2.18% -1.92% -2.34% -1.94% -1.14% -1.63% -1.75% -0.55%
Max Increase   -6.51% -12.09% -6.02% -3.72% -5.01% -6.30% -5.92% -6.13% -5.66% -2.96% -1.70%
Avg Days to Max Increase   7 12 10 9 5 12 6 9 6 6 1
2017 Contract Condition       Yes Yes              
Action       Yes Yes              
High 2092.20 2149.90 2170.80 2167.20 2151.30 2202.10 2264.60 2291.00 2366.40 2396.60    
Low 1962.20 2047.70 2120.50 2101.50 2097.80 2067.70 2176.10 2244.80 2262.20 2318.00    
Close/Last 2069.00 2147.40 2150.10 2149.00 2109.50 2188.40 2230.50 2269.30 2358.60 2359.20    

Banner

Newsflash

How to Use Seasonal Tendencies In Commodities: https://youtu.be/uhuxZKYQaTA